+3,733.8%
CELH vs DLR
+177.5%
+3,556.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.6% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -1.4% | -4.3% | +2.9% | 0.0% |
| 3M | -4.2% | +3.8% | -8.0% | -6.2% |
| 6M | -40.5% | +5.8% | -46.3% | -42.3% |
| YTD | -40.5% | +23.5% | -64.0% | -45.9% |
| 1Y | -53.0% | +11.1% | -64.1% | -55.7% |
| 3Y | -59.1% | +57.9% | -116.9% | -67.2% |
| 5Y | -10.7% | +44.0% | -54.7% | -27.0% |
| All | +3,733.8% | +177.5% | +3,556.3% | +2,517.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling